CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1565 |
1.1498 |
-0.0067 |
-0.6% |
1.1532 |
| High |
1.1580 |
1.1500 |
-0.0080 |
-0.7% |
1.1645 |
| Low |
1.1484 |
1.1449 |
-0.0035 |
-0.3% |
1.1449 |
| Close |
1.1489 |
1.1468 |
-0.0021 |
-0.2% |
1.1468 |
| Range |
0.0096 |
0.0051 |
-0.0045 |
-46.6% |
0.0196 |
| ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1,271 |
1,544 |
273 |
21.5% |
11,026 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1625 |
1.1597 |
1.1496 |
|
| R3 |
1.1574 |
1.1546 |
1.1482 |
|
| R2 |
1.1523 |
1.1523 |
1.1477 |
|
| R1 |
1.1495 |
1.1495 |
1.1472 |
1.1484 |
| PP |
1.1472 |
1.1472 |
1.1472 |
1.1466 |
| S1 |
1.1444 |
1.1444 |
1.1463 |
1.1433 |
| S2 |
1.1421 |
1.1421 |
1.1458 |
|
| S3 |
1.1370 |
1.1393 |
1.1453 |
|
| S4 |
1.1319 |
1.1342 |
1.1439 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.1983 |
1.1575 |
|
| R3 |
1.1911 |
1.1787 |
1.1521 |
|
| R2 |
1.1716 |
1.1716 |
1.1503 |
|
| R1 |
1.1592 |
1.1592 |
1.1485 |
1.1556 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1503 |
| S1 |
1.1396 |
1.1396 |
1.1450 |
1.1361 |
| S2 |
1.1325 |
1.1325 |
1.1432 |
|
| S3 |
1.1129 |
1.1201 |
1.1414 |
|
| S4 |
1.0934 |
1.1005 |
1.1360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1645 |
1.1449 |
0.0196 |
1.7% |
0.0073 |
0.6% |
9% |
False |
True |
2,205 |
| 10 |
1.1645 |
1.1444 |
0.0201 |
1.7% |
0.0070 |
0.6% |
12% |
False |
False |
1,912 |
| 20 |
1.1777 |
1.1444 |
0.0333 |
2.9% |
0.0072 |
0.6% |
7% |
False |
False |
1,780 |
| 40 |
1.1989 |
1.1444 |
0.0545 |
4.8% |
0.0072 |
0.6% |
4% |
False |
False |
1,509 |
| 60 |
1.1989 |
1.1444 |
0.0545 |
4.8% |
0.0070 |
0.6% |
4% |
False |
False |
1,044 |
| 80 |
1.1989 |
1.1444 |
0.0545 |
4.8% |
0.0063 |
0.6% |
4% |
False |
False |
791 |
| 100 |
1.2003 |
1.1444 |
0.0559 |
4.9% |
0.0060 |
0.5% |
4% |
False |
False |
642 |
| 120 |
1.2110 |
1.1444 |
0.0666 |
5.8% |
0.0062 |
0.5% |
4% |
False |
False |
544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1634 |
|
1.618 |
1.1583 |
|
1.000 |
1.1551 |
|
0.618 |
1.1532 |
|
HIGH |
1.1500 |
|
0.618 |
1.1481 |
|
0.500 |
1.1475 |
|
0.382 |
1.1468 |
|
LOW |
1.1449 |
|
0.618 |
1.1417 |
|
1.000 |
1.1398 |
|
1.618 |
1.1366 |
|
2.618 |
1.1315 |
|
4.250 |
1.1232 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1475 |
1.1547 |
| PP |
1.1472 |
1.1520 |
| S1 |
1.1470 |
1.1494 |
|